Add faster inversion of covariance #55
Description
From this SO answer, it appears that one can use low-level SciPy modules to gain a speedup in inverting positive-definite symmetric matrices, which would be useful for the covariance.
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From this SO answer, it appears that one can use low-level SciPy modules to gain a speedup in inverting positive-definite symmetric matrices, which would be useful for the covariance.